Search results for: modified binary differential evolution.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2476

Search results for: modified binary differential evolution.

2206 Physical Parameters for Reliability Evaluation

Authors: Tazibt W., Mialhe P.

Abstract:

This paper presents ageing experiments controlled by the evolution of junction parameters. The deterioration of the device is related to high injection effects which modified the transport mechanisms in the space charge region of the junction. Physical phenomena linked to the degradation of junction parameters that affect the devices reliability are reported and discussed. We have used the method based on numerical analysis of experimental current-voltage characteristic of the junction, in order to extract the electrical parameters. The simultaneous follow-up of the evolutions of the series resistance and of the transition voltage allow us to introduce a new parameter for reliability evaluation.

Keywords: High injection, junction, parameters, reliability

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2205 A Parallel Implementation of the Reverse Converter for the Moduli Set {2n, 2n–1, 2n–1–1}

Authors: Mehdi Hosseinzadeh, Amir Sabbagh Molahosseini, Keivan Navi

Abstract:

In this paper, a new reverse converter for the moduli set {2n, 2n–1, 2n–1–1} is presented. We improved a previously introduced conversion algorithm for deriving an efficient hardware design for reverse converter. Hardware architecture of the proposed converter is based on carry-save adders and regular binary adders, without the requirement for modular adders. The presented design is faster than the latest introduced reverse converter for moduli set {2n, 2n–1, 2n–1–1}. Also, it has better performance than the reverse converters for the recently introduced moduli set {2n+1–1, 2n, 2n–1}

Keywords: Residue arithmetic, Residue number system, Residue-to-Binary converter, Reverse converter

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2204 FEM Simulation of Triple Diffusive Magnetohydrodynamics Effect of Nanofluid Flow over a Nonlinear Stretching Sheet

Authors: Rangoli Goyal, Rama Bhargava

Abstract:

The triple diffusive boundary layer flow of nanofluid under the action of constant magnetic field over a non-linear stretching sheet has been investigated numerically. The model includes the effect of Brownian motion, thermophoresis, and cross-diffusion; slip mechanisms which are primarily responsible for the enhancement of the convective features of nanofluid. The governing partial differential equations are transformed into a system of ordinary differential equations (by using group theory transformations) and solved numerically by using variational finite element method. The effects of various controlling parameters, such as the magnetic influence number, thermophoresis parameter, Brownian motion parameter, modified Dufour parameter, and Dufour solutal Lewis number, on the fluid flow as well as on heat and mass transfer coefficients (both of solute and nanofluid) are presented graphically and discussed quantitatively. The present study has industrial applications in aerodynamic extrusion of plastic sheets, coating and suspensions, melt spinning, hot rolling, wire drawing, glass-fibre production, and manufacture of polymer and rubber sheets, where the quality of the desired product depends on the stretching rate as well as external field including magnetic effects.

Keywords: FEM, Thermophoresis, Diffusiophoresis, Brownian motion.

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2203 Construction Technology of Modified Vacuum Pre-Loading Method for Slurry Dredged Soil

Authors: Ali H. Mahfouz, Gao Ming-Jun, Mohamad Sharif

Abstract:

Slurry dredged soil at coastal area has a high water content, poor permeability, and low surface intensity. Hence, it is infeasible to use vacuum preloading method to treat this type of soil foundation. For the special case of super soft ground, a floating bridge is first constructed on muddy soil and used as a service road and platform for implementing the modified vacuum preloading method. The modified technique of vacuum preloading and its construction process for the super soft soil foundation improvement is then studied. Application of modified vacuum preloading method shows that the technology and its construction process are highly suitable for improving the super soft soil foundation in coastal areas.

Keywords: Super soft foundation, dredger fill, vacuum preloading, foundation treatment, construction technology.

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2202 Feasibility of the Evolutionary Algorithm using Different Behaviours of the Mutation Rate to Design Simple Digital Logic Circuits

Authors: Konstantin Movsovic, Emanuele Stomeo, Tatiana Kalganova

Abstract:

The evolutionary design of electronic circuits, or evolvable hardware, is a discipline that allows the user to automatically obtain the desired circuit design. The circuit configuration is under the control of evolutionary algorithms. Several researchers have used evolvable hardware to design electrical circuits. Every time that one particular algorithm is selected to carry out the evolution, it is necessary that all its parameters, such as mutation rate, population size, selection mechanisms etc. are tuned in order to achieve the best results during the evolution process. This paper investigates the abilities of evolution strategy to evolve digital logic circuits based on programmable logic array structures when different mutation rates are used. Several mutation rates (fixed and variable) are analyzed and compared with each other to outline the most appropriate choice to be used during the evolution of combinational logic circuits. The experimental results outlined in this paper are important as they could be used by every researcher who might need to use the evolutionary algorithm to design digital logic circuits.

Keywords: Evolvable hardware, evolutionary algorithm, digitallogic circuit, mutation rate.

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2201 Coupled Lateral-Torsional Free Vibrations Analysis of Laminated Composite Beam using Differential Quadrature Method

Authors: S.H. Mirtalaie, M. Mohammadi, M.A. Hajabasi, F.Hejripour

Abstract:

In this paper the Differential Quadrature Method (DQM) is employed to study the coupled lateral-torsional free vibration behavior of the laminated composite beams. In such structures due to the fiber orientations in various layers, the lateral displacement leads to a twisting moment. The coupling of lateral and torsional vibrations is modeled by the bending-twisting material coupling rigidity. In the present study, in addition to the material coupling, the effects of shear deformation and rotary inertia are taken into account in the definition of the potential and kinetic energies of the beam. The governing differential equations of motion which form a system of three coupled PDEs are solved numerically using DQ procedure under different boundary conditions consist of the combinations of simply, clamped, free and other end conditions. The resulting natural frequencies and mode shapes for cantilever beam are compared with similar results in the literature and good agreement is achieved.

Keywords: Differential Quadrature Method, Free vibration, Laminated composite beam, Material coupling.

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2200 The Arab Spring and Extremism: Case Study to the Evolution of Extreme-Islamism in Egypt

Authors: Ayman M. Mottaleb

Abstract:

In conducting a case study to analyze the status-quo of the extremists’ dominance in Egypt, the author of this paper uses qualitative research method to analyze the evolution of extreme Islamist groups in Egypt. In conducting this qualitative research, the author of this paper intends to use several lenses to understand the rise and the evolution of the hegemony of extremist groups, such as the Muslim Brotherhood and other groups in Egypt. Therefore, unless he intends to show an important nexus between the Egyptian groups and their sister-groups in other countries, he will intentionally exclude analyzing extreme Islamism of non-Egyptian origins. This case study relies on the moral disengagement theory to shed light on the ideological evolution of extremism in Egypt. The goal of this case study is to help in understanding extreme-Islamism adverse to the mainstream Islam; therefore, understanding the concept here should help in preventing similar groups from threatening the international community.

Keywords: Extremism, International Terrorism, Islamists, Middle East, Muslim Brotherhood.

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2199 Investigation on a Wave-Powered Electrical Generator Consisted of a Geared Motor-Generator Housed by a Double-Cone Rolling on Concentric Circular Rails

Authors: Barenten Suciu

Abstract:

An electrical generator able to harness energy from the water waves and designed as a double-cone geared motor-generator (DCGMG), is proposed and theoretically investigated. Similar to a differential gear mechanism, used in the transmission system of the auto vehicle wheels, an angular speed differential is created between the cones rolling on two concentric circular rails. Water wave acting on the floating DCGMG produces and a gear-box amplifies the speed differential to gain sufficient torque for power generation. A model that allows computation of the speed differential, torque, and power of the DCGMG is suggested. Influence of various parameters, regarding the construction of the DCGMG, as well as the contact between the double-cone and rails, on the electro-mechanical output, is emphasized. Results obtained indicate that the generated electrical power can be increased by augmenting the mass of the double-cone, the span of the rails, the apex angle of the cones, the friction between cones and rails, the amplification factor of the gear-box, and the efficiency of the motor-generator. Such findings are useful to formulate a design methodology for the proposed wave-powered generator.

Keywords: Wave-powered electrical generator, double-cone, circular concentric rails, amplification of angular speed differential.

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2198 Stability Analysis of Linear Fractional Order Neutral System with Multiple Delays by Algebraic Approach

Authors: Lianglin Xiong, Yun Zhao, Tao Jiang

Abstract:

In this paper, we study the stability of n-dimensional linear fractional neutral differential equation with time delays. By using the Laplace transform, we introduce a characteristic equation for the above system with multiple time delays. We discover that if all roots of the characteristic equation have negative parts, then the equilibrium of the above linear system with fractional order is Lyapunov globally asymptotical stable if the equilibrium exist that is almost the same as that of classical differential equations. An example is provided to show the effectiveness of the approach presented in this paper.

Keywords: Fractional neutral differential equation, Laplace transform, characteristic equation.

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2197 Development of Recycled-Modified Asphalt Using Basalt Aggregate

Authors: Dong Wook Lee, Seung Hyun Kim, Jeongho Oh

Abstract:

With the strengthened regulation on the mandatory use of recycled aggregate, development of construction materials using recycled aggregate has recently increased. This study aimed to secure the performance of asphalt concrete mixture by developing recycled-modified asphalt using recycled basalt aggregate from the Jeju area. The strength of the basalt aggregate from the Jeju area used in this study was similar to that of general aggregate, while the specific surface area was larger due to the development of pores. Modified asphalt was developed using a general aggregate-recycled aggregate ratio of 7:3, and the results indicated that the Marshall stability increased by 27% compared to that of asphalt concrete mixture using only general aggregate, and the flow values showed similar levels. Also, the indirect tensile strength increased by 79%, and the toughness increased by more than 100%. In addition, the TSR for examining moisture resistance was 0.95 indicating that the reduction in the indirect tensile strength due to moisture was very low (5% level), and the developed recycled-modified asphalt could satisfy all the quality standards of asphalt concrete mixture.

Keywords: Asphalt Concrete Mixture, Performance Grade, Recycled Basalt Aggregate, Recycled-Modified Asphalt.

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2196 An Accurate Computation of Block Hybrid Method for Solving Stiff Ordinary Differential Equations

Authors: A. M. Sagir

Abstract:

In this paper, self-starting block hybrid method of order (5,5,5,5)T is proposed for the solution of the special second order ordinary differential equations with associated initial or boundary conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain four discrete schemes, which were used in block form for parallel or sequential solutions of the problems. The computational burden and computer time wastage involved in the usual reduction of second order problem into system of first order equations are avoided by this approach. Furthermore, a stability analysis and efficiency of the block method are tested on stiff ordinary differential equations, and the results obtained compared favorably with the exact solution.

Keywords: Block Method, Hybrid, Linear Multistep Method, Self – starting, Special Second Order.

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2195 Proposal of Design Method in the Semi-Acausal System Model

Authors: Junji Kaneko, Shigeyuki Haruyama, Ken Kaminishi, Tadayuki Kyoutani, Siti Ruhana Omar, Oke Oktavianty

Abstract:

This study is used as a definition method to the value and function in manufacturing sector. In concurrence of discussion about present condition of modeling method, until now definition of 1D-CAE is ambiguity and not conceptual. Across all the physic fields, those methods are defined with the formulation of differential algebraic equation which only applied time derivation and simulation. At the same time, we propose semi-acausal modeling concept and differential algebraic equation method as a newly modeling method which the efficiency has been verified through the comparison of numerical analysis result between the semi-acausal modeling calculation and FEM theory calculation.

Keywords: System Model, Physical Models, Empirical Models, Conservation Law, Differential Algebraic Equation, Object-Oriented.

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2194 A Physical Theory of Information vs. a Mathematical Theory of Communication

Authors: Manouchehr Amiri

Abstract:

This article presents a general notion of physical bit information that is compatible with the basics of quantum mechanics and incorporates the Shannon entropy as a special case. This notion of physical information leads to the Binary Data Matrix model (BDM), which predicts the basic results of quantum mechanics, general relativity, and black hole thermodynamics. The compatibility of the model with holographic, information conservation, and Landauer’s principle is investigated. After deriving the “Bit Information principle” as a consequence of BDM, the fundamental equations of Planck, De Broglie, Bekenstein, and mass-energy equivalence are derived.

Keywords: Physical theory of information, binary data matrix model, Shannon information theory, bit information principle.

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2193 Cell Growth and Metabolites Produced by Fluorescent Pseudomonad R62 in Modified Chemically Defined Medium

Authors: K. Saharan, M.V. R. K. Sarma, A. S. Roesti, A. Prakash, B. N. Johri, M. Aragno, V. S. Bisaria, V. Sahai

Abstract:

Chemically defined Schlegel-s medium was modified to improve production of cell growth and other metabolites that are produced by fluorescent pseudomonad R62 strain. The modified medium does not require pH control as pH changes are kept within ± 0.2 units of the initial pH 7.1 during fermentation. The siderophore production was optimized for the fluorescent pseudomonad strain in the modified medium containing 1% glycerol as a major carbon source supplemented with 0.05% succinic acid and 0.5% Ltryptophan. Indole-3 acetic acid (IAA) production was higher when L-tryptophan was used at 0.5%. The 2,4- diacetylphloroglucinol (DAPG) was higher with amended three trace elements in medium. The optimized medium produced 2.28 g/l of dry cell mass and 900 mg/l of siderophore at the end of 36 h cultivation, while the production levels of IAA and DAPG were 65 mg/l and 81 mg/l respectively at the end of 48 h cultivation.

Keywords: Fluorescent pseudomonad, Fermentation, Metabolites production, PGPR.

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2192 The Proof of Analogous Results for Martingales and Partial Differential Equations Options Price Valuation Formulas Using Stochastic Differential Equation Models in Finance

Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman

Abstract:

Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.

Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.

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2191 Constructing Distinct Kinds of Solutions for the Time-Dependent Coefficients Coupled Klein-Gordon-Schrödinger Equation

Authors: Anupma Bansal

Abstract:

We seek exact solutions of the coupled Klein-Gordon-Schrödinger equation with variable coefficients with the aid of Lie classical approach. By using the Lie classical method, we are able to derive symmetries that are used for reducing the coupled system of partial differential equations into ordinary differential equations. From reduced differential equations we have derived some new exact solutions of coupled Klein-Gordon-Schrödinger equations involving some special functions such as Airy wave functions, Bessel functions, Mathieu functions etc.

Keywords: Klein-Gordon-Schödinger Equation, Lie Classical Method, Exact Solutions

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2190 An Insurer’s Investment Model with Reinsurance Strategy under the Modified Constant Elasticity of Variance Process

Authors: K. N. C. Njoku, Chinwendu Best Eleje, Christian Chukwuemeka Nwandu

Abstract:

One of the problems facing most insurance companies is how best the burden of paying claims to its policy holders can be managed whenever need arises. Hence there is need for the insurer to buy a reinsurance contract in order to reduce risk which will enable the insurer to share the financial burden with the reinsurer. In this paper, the insurer’s and reinsurer’s strategy is investigated under the modified constant elasticity of variance (M-CEV) process and proportional administrative charges. The insurer considered investment in one risky asset and one risk free asset where the risky asset is modeled based on the M-CEV process which is an extension of constant elasticity of variance (CEV) process. Next, a nonlinear partial differential equation in the form of Hamilton Jacobi Bellman equation is obtained by dynamic programming approach. Using power transformation technique and variable change, the explicit solutions of the optimal investment strategy and optimal reinsurance strategy are obtained. Finally, some numerical simulations of some sensitive parameters were obtained and discussed in details where we observed that the modification factor only affects the optimal investment strategy and not the reinsurance strategy for an insurer with exponential utility function.

Keywords: Reinsurance strategy, Hamilton Jacobi Bellman equation, power transformation, M-CEV process, exponential utility.

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2189 Application of Differential Transformation Method for Solving Dynamical Transmission of Lassa Fever Model

Authors: M. A. Omoloye, M. I. Yusuff, O. K. S. Emiola

Abstract:

The use of mathematical models for solving biological problems varies from simple to complex analyses, depending on the nature of the research problems and applicability of the models. The method is more common nowadays. Many complex models become impractical when transmitted analytically. However, alternative approach such as numerical method can be employed. It appropriateness in solving linear and non-linear model equation in Differential Transformation Method (DTM) which depends on Taylor series make it applicable. Hence this study investigates the application of DTM to solve dynamic transmission of Lassa fever model in a population. The mathematical model was formulated using first order differential equation. Firstly, existence and uniqueness of the solution was determined to establish that the model is mathematically well posed for the application of DTM. Numerically, simulations were conducted to compare the results obtained by DTM and that of fourth-order Runge-Kutta method. As shown, DTM is very effective in predicting the solution of epidemics of Lassa fever model.

Keywords: Differential Transform Method, Existence and uniqueness, Lassa fever, Runge-Kutta Method.

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2188 Comparative study of the Genetic Algorithms and Hessians Method for Minimization of the Electric Power Production Cost

Authors: L. Abdelmalek, M. Zerikat, M. Rahli

Abstract:

In this paper, we present a comparative study of the genetic algorithms and Hessian-s methods for optimal research of the active powers in an electric network of power. The objective function which is the performance index of production of electrical energy is minimized by satisfying the constraints of the equality type and inequality type initially by the Hessian-s methods and in the second time by the genetic Algorithms. The results found by the application of AG for the minimization of the electric production costs of power are very encouraging. The algorithms seem to be an effective technique to solve a great number of problems and which are in constant evolution. Nevertheless it should be specified that the traditional binary representation used for the genetic algorithms creates problems of optimization of management of the large-sized networks with high numerical precision.

Keywords: Genetic algorithm, Flow of optimum loadimpedances, Hessians method, Optimal distribution.

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2187 Dextran Modified Silicon Photonic Microring Resonator Sensors

Authors: Jessie Yiying Quah, Vivian Netto, Jack Sheng Kee, Eric Mouchel La Fosse, Mi Kyoung Park

Abstract:

We present a dextran modified silicon microring resonator sensor for high density antibody immobilization. An array of sensors consisting of three sensor rings and a reference ring was fabricated and its surface sensitivity and the limit of detection were obtained using polyelectrolyte multilayers. The mass sensitivity and the limit of detection of the fabricated sensor ring are 0.35 nm/ng mm-2 and 42.8 pg/mm2 in air, respectively. Dextran modified sensor surface was successfully prepared by covalent grafting of oxidized dextran on 3-aminopropyltriethoxysilane (APTES) modified silicon sensor surface. The antibody immobilization on hydrogel dextran matrix improves 40% compared to traditional antibody immobilization method via APTES and glutaraldehyde linkage.

Keywords: Antibody immobilization, Dextran, Immunosensor, Label-free detection, Silicon micro-ring resonator

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2186 Blow up in Polynomial Differential Equations

Authors: Rudolf Csikja, Janos Toth

Abstract:

Methods to detect and localize time singularities of polynomial and quasi-polynomial ordinary differential equations are systematically presented and developed. They are applied to examples taken form different fields of applications and they are also compared to better known methods such as those based on the existence of linear first integrals or Lyapunov functions.

Keywords: blow up, finite escape time, polynomial ODE, singularity, Lotka–Volterra equation, Painleve analysis, Ψ-series, global existence

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2185 A Hybrid Differential Transform Approach for Laser Heating of a Double-Layered Thin Film

Authors: Cheng-Ying Lo

Abstract:

This paper adopted the hybrid differential transform approach for studying heat transfer problems in a gold/chromium thin film with an ultra-short-pulsed laser beam projecting on the gold side. The physical system, formulated based on the hyperbolic two-step heat transfer model, covers three characteristics: (i) coupling effects between the electron/lattice systems, (ii) thermal wave propagation in metals, and (iii) radiation effects along the interface. The differential transform method is used to transfer the governing equations in the time domain into the spectrum equations, which is further discretized in the space domain by the finite difference method. The results, obtained through a recursive process, show that the electron temperature in the gold film can rise up to several thousand degrees before its electron/lattice systems reach equilibrium at only several hundred degrees. The electron and lattice temperatures in the chromium film are much lower than those in the gold film.

Keywords: Differential transform, hyperbolic heat transfer, thin film, ultrashort-pulsed laser.

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2184 Bone Proteome Study in Ovariectomised Rats Supplemented with Palm Vitamin E

Authors: Patrick Nwabueze Okechukwu, Ima Nirwana Soelaiman, Gabriele Anisah Ruth Froemming, Mohd Yusri Idorus, Norazlina Mohamed

Abstract:

Supplementation of palm vitamin E has been reported to prevent loss of bone density in ovariectomised female rats. The mechanism by which palm vitamin E exerts these effects is still unknown. We hypothesized that palm vitamin E may act by preventing the protein expression changes. Two dimensional poly acyrilamide gel electrophoresis (2-D PAGE) and PD Quest software genomic solutions Investigator (proteomics) was used to analyze the differential protein expression profile in femoral and humeri bones harvested from three groups of rats; sham-operated rats (SO), ovariectomised rats (Ovx) and ovariectomised rats supplemented for 2 months with palm vitamin E. The results showed that there were over 300 valued spot on each of the groups PVE and OVX as compared to about 200 in SO. Comparison between the differential protein expression between OVX and PVE groups showed that ten spots were down –regulated in OVX but up-regulated in PVE. The ten differential spots were separately named P1-P10. The identification and understanding of the pathway of the differential protein expression among the groups is ongoing and may account for the molecular mechanism through which palm vitamin E exert its anti-osteoporotic effect.

Keywords: Palm vitamin E, ovariectomised, osteoporosis protein expression, 2-d-page.

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2183 Thermodynamic Analysis of a Vapor Absorption System Using Modified Gouy-Stodola Equation

Authors: Gulshan Sachdeva, Ram Bilash

Abstract:

In this paper, the exergy analysis of vapor absorption refrigeration system using LiBr-H2O as working fluid is carried out with the modified Gouy-Stodola approach rather than the classical Gouy-Stodola equation and effect of varying input parameters is also studied on the performance of the system. As the modified approach uses the concept of effective temperature, the mathematical expressions for effective temperature have been formulated and calculated for each component of the system. Various constraints and equations are used to develop program in EES to solve these equations. The main aim of this analysis is to determine the performance of the system and the components having major irreversible loss. Results show that exergy destruction rate is considerable in absorber and generator followed by evaporator and condenser. There is an increase in exergy destruction in generator, absorber and condenser and decrease in the evaporator by the modified approach as compared to the conventional approach. The value of exergy determined by the modified Gouy-Stodola equation deviates maximum i.e. 26% in the generator as compared to the exergy calculated by the classical Gouy-Stodola method.

Keywords: Exergy analysis, Gouy-Stodola, refrigeration, vapor absorption.

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2182 Identification of an Mechanism Systems by Using the Modified PSO Method

Authors: Chih-Cheng Kao, Hsin- Hua Chu

Abstract:

This paper mainly proposes an efficient modified particle swarm optimization (MPSO) method, to identify a slidercrank mechanism driven by a field-oriented PM synchronous motor. In system identification, we adopt the MPSO method to find parameters of the slider-crank mechanism. This new algorithm is added with “distance" term in the traditional PSO-s fitness function to avoid converging to a local optimum. It is found that the comparisons of numerical simulations and experimental results prove that the MPSO identification method for the slider-crank mechanism is feasible.

Keywords: Slider-crank mechanism, distance, systemidentification, modified particle swarm optimization.

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2181 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model

Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

Abstract:

An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.

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2180 Unambiguous Signal Acquisition Based On Recombination of Sub-Correlations of BOC Signals

Authors: Hongdeuk Kim, Youngpo Lee, Seokho Yoon

Abstract:

Due to side-peaks of autocorrelation function, the binary offset carrier (BOC) signal acquisition suffers from an ambiguity when one of the side-peaks is acquired. In this paper, we first analyze that the BOC autocorrelation is made up of the sum of subcorrelations, and then, remove the side-peaks causing the ambiguity by recombining the sub-correlations. The proposed scheme is shown to remove the side-peaks completely. From numerical results, it is confirmed that the proposed scheme outperforms the conventional schemes in terms of the receiver operating characteristic and mean acquisition time.

Keywords: Binary offset carrier (BOC), acquisition, ambiguity problem, side-peak.

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2179 The Different Roles between Sodium and Potassium Ions in Ion Exchange of WO3/SiO2 Catalysts

Authors: K. Pipitthapan, S. Maksasithorn, P. Praserthdam, J. Panpranot, K. Suriye, S. Kunjara Na Ayudhya

Abstract:

WO3/SiO2 catalysts were modified by an ion exchange method with sodium hydroxide or potassium hydroxide solution. The performance of the modified catalysts was tested in the metathesis of ethylene and trans-2-butene to propylene. During ion exchange, sodium and potassium ions played different roles. Sodium modified catalysts revealed constant trans-2-butene conversion and propylene selectivity when the concentrations of sodium in the solution were varied. In contrast, potassium modified catalysts showed reduction of the conversion and increase of the selectivity. From these results, potassium hydroxide may affect the transformation of tungsten oxide active species, resulting in the decrease in conversion whereas sodium hydroxide did not. Moreover, the modification of catalysts by this method improved the catalyst stability by lowering the amount of coke deposited on the catalyst surface.

Keywords: Acid sites, alkali metals, isomerization, metathesis.

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2178 Development of Variable Stepsize Variable Order Block Method in Divided Difference Form for the Numerical Solution of Delay Differential Equations

Authors: Fuziyah Ishak, Mohamed B. Suleiman, Zanariah A. Majid, Khairil I. Othman

Abstract:

This paper considers the development of a two-point predictor-corrector block method for solving delay differential equations. The formulae are represented in divided difference form and the algorithm is implemented in variable stepsize variable order technique. The block method produces two new values at a single integration step. Numerical results are compared with existing methods and it is evident that the block method performs very well. Stability regions of the block method are also investigated.

Keywords: block method, delay differential equations, predictor-corrector, stability region, variable stepsize variable order.

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2177 Design of a Tube Vent to Enhance the Role of Roof Solar Collector

Authors: Eakkasak Susakunphaisan, Pichai Namprakai, Withaya Puangsombut

Abstract:

The objective of this paper was to designing a ventilation system to enhance the performance of roof solar collector (RSC) for reducing heat accumulation inside the house. The RSC has 1.8 m2 surface area made of CPAC monier roof tiles on the upper part and gypsum board on the lower part. The space between CPAC monier and gypsum board was fixed at 14 cm. Ventilation system of modified roof solar collector (modified RSC) consists of 9 tubes of 0.15m diameter and installed in the lower part of RSC. Experimental result showed that the temperature of the room, and attic temperature. The average temperature reduction of room of house used modified RSC is about 2oC. and the percentage of room temperature reduction varied between 0 to 10%. Therefore, modified RSC is an interesting option in the sense that it promotes solar energy and conserve energy.

Keywords: roof solar collector, heat accumulation

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